Objective priors for common correlation coefficient in bivariate normal populations

被引：0

作者：

Kang, Sang Gil ^{[1
]}

Lee, Woo Dong ^{[2
]}

Kim, Yongku ^{[3
]}

机构：

[1] Sangji Univ, Dept Comp & Data Informat, Wonju, South Korea

[2] Daegu Haany Univ, Premajor Cosmet & Pharmaceut, Gyongsan, South Korea

[3] Kyungpook Natl Univ, Dept Stat, Daegu, South Korea

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2023年 / 52卷 / 07期

基金：

新加坡国家研究基金会;

关键词：

Bayesian inference; common correlation coefficient; matching prior; reference prior;

D O I：

10.1080/03610926.2021.1945630

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Various objective priors have been defined for the common correlation coefficient concerning several bivariate normal populations. In this paper, the proposed approach relies on the asymptotic matching of coverage probabilities corresponding to Bayesian credible intervals considering the corresponding frequentist ones. In the present paper, we focus on several matching criteria including quantile matching, distribution function matching, highest posterior density matching, and matching via inversion of test statistics. In addition, we consider reference priors for different groups of ordering. The proposed methods are investigated and compared between each other in terms of a frequentist coverage probability and then, they are illustrated through a simulation study and two real data examples.

引用

页码：2124 / 2143

页数：20

共 21 条

[1] Berger J.O., 1992, BAYESIAN STAT, V4, P35
[2] Objective priors for the bivariate normal model
Berger, James O.
Sun, Dongchu
[J]. ANNALS OF STATISTICS, 2008, 36 (02) : 963 - 982
[3] BERNARDO JM, 1979, J R STAT SOC B, V41, P113
[4] COX DR, 1987, J ROY STAT SOC B MET, V49, P1
[5] Some remarks on noninformative priors
Datta, GS
Ghosh, M
[J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1995, 90 (432) : 1357 - 1363
[6] DICICCIO TJ, 1994, J ROY STAT SOC B MET, V56, P397
[7] Donner A., 1980, J R STAT SOC C-APPL, V29, P69, DOI DOI 10.2307/2346412
[8] Ghosh J.K., 1995, STAT DECISIONS, V13, P131
[9] Bayesian and likelihood-based inference for the bivariate normal correlation coefficient
Ghosh, M.
Mukherjee, B.
Santra, U.
Kim, D.
[J]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2010, 140 (06) : 1410 - 1416
[10] Ghosh M., 2008, Pushing the Limits of Contemporary Statistics Contributions in Honor of Jayanta Kumar Ghosh, V3, P71

← 1 2 3 →